+336.3%
WBD vs RCAT
-100.0%
+436.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.1% | -99.6% | +116.7% | +17.1% |
| 7D | +17.1% | -99.6% | +116.7% | +17.1% |
| 30D | +17.1% | -99.6% | +116.7% | +17.1% |
| 3M | +17.1% | -99.6% | +116.7% | +17.1% |
| 6M | +17.1% | -99.6% | +116.7% | +17.1% |
| YTD | +17.1% | -99.6% | +116.7% | +17.1% |
| 1Y | +17.1% | -99.6% | +116.7% | +17.1% |
| 3Y | +17.1% | -99.6% | +116.7% | +17.1% |
| 5Y | +17.1% | -99.6% | +116.7% | +17.1% |
| 10Y | +11.8% | -98.9% | +110.7% | +11.6% |
| All | +336.3% | -100.0% | +436.2% | +304.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RCAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling